The valuation of correlation-dependent credit derivatives using a structural model
John Hull; Mirela Predescu; Alan White
| Year of publication: |
2010
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|---|---|
| Authors: | Hull, John ; Predescu, Mirela ; White, Alan |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 6.2010/11, 3, p. 99-132
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| Subject: | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative | Finanzanalyse | Financial analysis | Multivariate Verteilung | Multivariate distribution | Index | Index number | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008696412